[R] Simulation using parts of density function

From: Thür Brigitte <Brigitte.Thuer_at_swica.ch>
Date: Tue, 01 May 2007 19:03:46 +0200

Hi

My simulation with the followin R code works perfectly: sim <- replicate(999, sum(exp(rgamma(rpois(1,2000), scale = 0.5, shape = 12))))

But now I do not want to have values in object "sim" exceeding 5'000'000, that means that I am just using the beginning of densitiy function gamma x < 15.4. Is there a possibility to modify my code in an easy way?

Thanks for any help!

Regards, Brigitte

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